+296.1%
ROIV vs AEE
+74.4%
+221.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | +14.3% | +3.0% | +11.3% | +13.7% |
| 30D | +16.2% | +11.2% | +5.0% | +14.0% |
| 3M | +15.1% | +7.0% | +8.1% | +13.7% |
| 6M | +44.2% | +5.7% | +38.5% | +42.5% |
| YTD | +89.8% | +16.2% | +73.6% | +83.9% |
| 1Y | +94.6% | +12.0% | +82.5% | +89.9% |
| 3Y | +367.5% | +63.4% | +304.2% | +325.5% |
| 5Y | +421.4% | +56.0% | +365.3% | +381.5% |
| All | +296.1% | +74.4% | +221.7% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AEE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling